+438.7%
SN vs XME
+101.1%
+337.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +0.1% |
| 7D | +7.6% | +0.9% | +6.7% | +7.0% |
| 30D | +24.1% | -7.3% | +31.4% | +28.5% |
| 3M | +23.7% | -14.8% | +38.5% | +33.3% |
| 6M | +105.5% | -18.4% | +123.9% | +124.5% |
| YTD | +105.1% | -4.7% | +109.8% | +99.6% |
| 1Y | +148.3% | +5.7% | +142.6% | +125.4% |
| 3Y | +438.7% | +104.0% | +334.7% | +185.2% |
| All | +438.7% | +101.1% | +337.6% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling